Provides uniform testing procedures for existence and heterogeneity of threshold
effects in high-dimensional nonparametric panel regression models. The package accompanies
the paper Chen, Keilbar, Su and Wang (2023) "Inference on many jumps in nonparametric panel
regression models". arXiv preprint <doi:10.48550/arXiv.2312.01162>.

Georg Keilbar

hdthreshold

Inference on Many Jumps in Nonparametric Panel Regression Models

Likai Chen

Liangjun Su

Weining Wang

K function

<dl><dt>x</dt>
<dd>a vector</dd></dl>

Arguments

Uniform kernel function — K

<dl>

<dt>x</dt>
<dd>a vector</dd>

</dl>

K: Uniform kernel function

Description

Usage

Value

Arguments

Examples